+315.1%
PBF vs MAS
+231.2%
+83.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.6% | -12.3% | -9.2% |
| 7D | -0.9% | +14.2% | -15.1% | -7.0% |
| 30D | -13.7% | +26.8% | -40.5% | -22.9% |
| 3M | +10.6% | +13.1% | -2.5% | +3.6% |
| 6M | +61.2% | +27.9% | +33.2% | +38.2% |
| YTD | +172.7% | +38.7% | +134.1% | +115.5% |
| 1Y | +111.0% | +40.4% | +70.6% | +64.7% |
| 3Y | +73.6% | +66.1% | +7.5% | +18.3% |
| 5Y | +479.7% | +47.4% | +432.2% | +304.7% |
| All | +315.1% | +231.2% | +83.9% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling